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subject:"Volatility"
~institution:"European University Institute / Department of Economics"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"1970-1992"
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Volatility
1970-1992
Estimation
19
Schätzung
19
Volatilität
8
Theorie
7
Theory
7
USA
7
United States
7
Börsenkurs
4
Share price
4
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3
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Spillover effect
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McAleer, Michael
4
Asai, Manabu
1
Barsky, Robert B.
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
DeLong, James Bradford
1
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1
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1
Lan Fen Chu
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1
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1
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1
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1
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1
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1
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1
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1
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European University Institute / Department of Economics
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
6
Ekonomiska forskningsinstitutet <Stockholm>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
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Centre for Analytical Finance <Århus>
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Federal Reserve Bank of Cleveland
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International Monetary Fund
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2
Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
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2
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2
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2
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1
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Economic Research Forum for the Arab Countries, Iran and Turkey
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ECONIS (ZBW)
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
5
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
6
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
7
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
8
International business cycles : how much can standard theory account for?
Ravn, Morten O.
-
1993
Persistent link: https://www.econbiz.de/10000889864
Saved in:
9
Why does the stock market fluctuate?
Barsky, Robert B.
;
DeLong, James Bradford
-
1992
Persistent link: https://www.econbiz.de/10013419686
Saved in:
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